Hangsuck Lee

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal insurance for repetitive natural disasters under moral hazard Journal of Economics	2024-11-14	Paper
Integration of traditional and telematics data for efficient insurance claims prediction ASTIN Bulletin	2024-06-17	Paper
Insurance guaranty premiums and exchange options Mathematics and Financial Economics	2023-03-15	Paper
Pricing two-asset alternating barrier options with icicles and their variations Journal of the Korean Statistical Society	2022-04-27	Paper
Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations Journal of the Korean Statistical Society	2022-04-27	Paper
Outside barrier lookback options with floating strike Journal of the Korean Statistical Society	2022-04-27	Paper
Decrement rates and a numerical method under competing risks Computational Statistics and Data Analysis	2021-05-07	Paper
Construction of multiple decrement tables under generalized fractional age assumptions Computational Statistics and Data Analysis	2019-02-21	Paper
Valuing equity-indexed annuities with icicled barrier options Journal of the Korean Statistical Society	2018-08-14	Paper
On survival assumptions between integer ages in the theory of competing risks Journal of the Korean Statistical Society	2016-11-01	Paper
Analysis of reserves in multiple life insurance using copula Communications for Statistical Applications and Methods	2015-02-12	Paper
“Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000 North American Actuarial Journal	2006-01-13	Paper
“Measuring Foreign Exchange Risk in Insurance Transactions,” John I. Mange, April 2000 North American Actuarial Journal	2006-01-13	Paper
Pricing equity-indexed annuities with path-dependent options. Insurance Mathematics & Economics	2004-02-14	Paper

Research outcomes over time

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